Most city data (statistics) has to come from offical government websites of the city or country or from statistical abstracts and handbooks of the individual country. Most international organizations and databases generally provide only country level data.  Encyclopedias like the Encyclopedia Britannica Online are useful for descriptions of cities and their statistics.

These are selected sources for international data.

These are selected resources for national data.

Best US sources to start with: 

Additional US sources:

When researching international statistics it is helpful to know what kind of statistics you need and what organizations collect that data.

For a single country (or city data) check the country's statistical abstract. When comparing multiple countries, it is best to get all similar data from the same source. Use the PDF's table to determine who collects the type of data you need.

Google Scholar is often helpful for finding articles on your city.  Some articles will contain statistical content.